I am taking multiple indices and I want to get cross countries analysis
You can find some here: http://didattica.unibocconi.it/mypage/dwload.php?nomefile=Lecture_6_part_II_(Multivariate_GARCH_only)20130527002724.pdf
Hi, thank you for sharing. Surely it will be helpful...@ Tihana Škrinjarić
This Matlab toolbox might help:
https://www.kevinsheppard.com/MFE_Toolbox
Is it easy to publish in special issue comparing to regular ones?
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In Econometrics
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